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IS3N.DE vs. UEF5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. UEF5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3N.DE achieves a 27.07% return, which is significantly lower than UEF5.DE's 35.39% return. Both investments have delivered pretty close results over the past 10 years, with IS3N.DE having a 10.37% annualized return and UEF5.DE not far behind at 9.93%.


IS3N.DE

1D
0.37%
1M
1.92%
YTD
27.07%
6M
28.58%
1Y
44.90%
3Y*
20.88%
5Y*
8.46%
10Y*
10.37%

UEF5.DE

1D
-0.15%
1M
2.43%
YTD
35.39%
6M
37.90%
1Y
55.38%
3Y*
25.01%
5Y*
9.65%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. UEF5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
27.07%17.14%13.88%7.20%-13.85%7.09%7.07%20.99%-11.06%20.43%
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
35.39%20.99%15.47%3.78%-15.32%6.96%5.36%14.51%-7.68%16.40%

Correlation

The correlation between IS3N.DE and UEF5.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2014

0.93

The correlation between IS3N.DE and UEF5.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

IS3N.DE vs. UEF5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3N.DE
IS3N.DE Risk / Return Rank: 8484
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8383
Martin Ratio Rank

UEF5.DE
UEF5.DE Risk / Return Rank: 9191
Overall Rank
UEF5.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UEF5.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
UEF5.DE Omega Ratio Rank: 8989
Omega Ratio Rank
UEF5.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
UEF5.DE Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS3N.DE vs. UEF5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IS3N.DEUEF5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.44

1.48

-0.05

Calmar ratioReturn relative to maximum drawdown

4.25

5.77

-1.52

Martin ratioReturn relative to average drawdown

14.62

19.03

-4.41

IS3N.DE vs. UEF5.DE - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 2.40, which is comparable to the UEF5.DE Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of IS3N.DE and UEF5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IS3N.DE vs. UEF5.DE - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum UEF5.DE drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and UEF5.DE.


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Drawdown Indicators


IS3N.DEUEF5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-38.64%

+3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-9.56%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-20.35%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-24.36%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-36.70%

+4.19%

Current Drawdown

Current decline from peak

-3.87%

-4.84%

+0.97%

Average Drawdown

Average peak-to-trough decline

-9.24%

-13.30%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.90%

+0.16%

Volatility

IS3N.DE vs. UEF5.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 8.42% compared to UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) at 7.79%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than UEF5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3N.DEUEF5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

7.79%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

17.15%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

19.96%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

17.92%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

18.94%

-0.80%

IS3N.DE vs. UEF5.DE - Expense Ratio Comparison

IS3N.DE has a 0.18% expense ratio, which is lower than UEF5.DE's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS3N.DE vs. UEF5.DE - Dividend Comparison

IS3N.DE has not paid dividends to shareholders, while UEF5.DE's dividend yield for the trailing twelve months is around 1.57%.


PositionTTM20252024202320222021202020192018201720162015
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
1.57%2.19%1.73%2.36%2.19%1.32%1.89%2.00%2.16%2.00%2.30%1.65%

Frequently Asked Questions


With a correlation of 0.92, IS3N.DE and UEF5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.24% for UEF5.DE.

IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.18% for IS3N.DE and 0.24% for UEF5.DE.

Portfolio Optimizer

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